Index innovation - BNP Paribas

vincent-berard

Given that the past year’s financial crisis originated in credit markets, interest rates have been a central part of the narrative. Erratic movements in rates increased the importance of accurate tracking models that can capture trends. The problem is that those same movements have made the tracking process more difficult.

BNP Paribas has netted this year’s index innovation award with a new index designed to tackle this obstacle. The bank has three strategies that observe movements in interest

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Best execution product of the year: Tradefeedr

Tradefeedr won Best execution product of the year for its API platform, which standardises and streamlines FX trading data, enabling better performance analysis and collaboration across financial institutions

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here